+1.3%
HD vs AMDL
+87.1%
-85.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +26.8% | -23.9% | +2.4% |
| 7D | +3.6% | +10.3% | -6.7% | +3.2% |
| 30D | +21.6% | -38.3% | +59.8% | +22.3% |
| 3M | +0.1% | -8.7% | +8.8% | -0.5% |
| 6M | +13.0% | -14.4% | +27.4% | +11.3% |
| YTD | +4.9% | +206.9% | -202.0% | -2.4% |
| 1Y | -2.1% | +144.4% | -146.5% | -8.3% |
| All | +1.3% | +87.1% | -85.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling